$11bn+ Hedge Fund (NYC)
Posted on 9/5/2017
A New York based multi-billion dollar hedge fund is adding automated stock selection to their equity research platform. They are looking to for an individual which can build forward-looking, cross-sectional equity factor models. They are looking for creative quantitative analysts to develop equity factors and perform ad hoc analysis. Candidates can expect ownership of projects from day 1 and significant autonomy to execute on their own factor ideas. The ideal candidate will have some experience and opinions on factor models, experience evaluating, back-testing, and validating alpha signals, as well as an interest in traditional fundamental analysis.
Candidates should be familiar with key concepts in empirical finance (particularly the literature on factor models).
- R programming experience (Experience with Python ok if willing to learn R)
- SQL (any flavor)
- Undergraduate degree in math, statistics, economics, or finance from top undergrad
- 0-6 years work experience in a similar role
- Knowledge and interest in equity research and/or fundamental investing a plus
Email Chris at: firstname.lastname@example.org